CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0279 |
1.0246 |
-0.0033 |
-0.3% |
1.0265 |
| High |
1.0312 |
1.0277 |
-0.0035 |
-0.3% |
1.0348 |
| Low |
1.0235 |
1.0184 |
-0.0051 |
-0.5% |
1.0204 |
| Close |
1.0267 |
1.0218 |
-0.0049 |
-0.5% |
1.0305 |
| Range |
0.0077 |
0.0093 |
0.0016 |
20.8% |
0.0144 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.4% |
0.0000 |
| Volume |
121,272 |
145,525 |
24,253 |
20.0% |
467,859 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0505 |
1.0455 |
1.0269 |
|
| R3 |
1.0412 |
1.0362 |
1.0244 |
|
| R2 |
1.0319 |
1.0319 |
1.0235 |
|
| R1 |
1.0269 |
1.0269 |
1.0227 |
1.0248 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0216 |
| S1 |
1.0176 |
1.0176 |
1.0209 |
1.0155 |
| S2 |
1.0133 |
1.0133 |
1.0201 |
|
| S3 |
1.0040 |
1.0083 |
1.0192 |
|
| S4 |
0.9947 |
0.9990 |
1.0167 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0718 |
1.0655 |
1.0384 |
|
| R3 |
1.0574 |
1.0511 |
1.0345 |
|
| R2 |
1.0430 |
1.0430 |
1.0331 |
|
| R1 |
1.0367 |
1.0367 |
1.0318 |
1.0399 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0301 |
| S1 |
1.0223 |
1.0223 |
1.0292 |
1.0255 |
| S2 |
1.0142 |
1.0142 |
1.0279 |
|
| S3 |
0.9998 |
1.0079 |
1.0265 |
|
| S4 |
0.9854 |
0.9935 |
1.0226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0347 |
1.0184 |
0.0163 |
1.6% |
0.0083 |
0.8% |
21% |
False |
True |
124,545 |
| 10 |
1.0353 |
1.0184 |
0.0169 |
1.7% |
0.0080 |
0.8% |
20% |
False |
True |
103,931 |
| 20 |
1.0441 |
1.0184 |
0.0257 |
2.5% |
0.0079 |
0.8% |
13% |
False |
True |
98,581 |
| 40 |
1.0547 |
1.0184 |
0.0363 |
3.6% |
0.0073 |
0.7% |
9% |
False |
True |
91,468 |
| 60 |
1.0547 |
1.0184 |
0.0363 |
3.6% |
0.0067 |
0.7% |
9% |
False |
True |
76,546 |
| 80 |
1.0547 |
1.0184 |
0.0363 |
3.6% |
0.0063 |
0.6% |
9% |
False |
True |
57,454 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0060 |
0.6% |
37% |
False |
False |
45,972 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.3% |
0.0057 |
0.6% |
39% |
False |
False |
38,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0672 |
|
2.618 |
1.0520 |
|
1.618 |
1.0427 |
|
1.000 |
1.0370 |
|
0.618 |
1.0334 |
|
HIGH |
1.0277 |
|
0.618 |
1.0241 |
|
0.500 |
1.0231 |
|
0.382 |
1.0220 |
|
LOW |
1.0184 |
|
0.618 |
1.0127 |
|
1.000 |
1.0091 |
|
1.618 |
1.0034 |
|
2.618 |
0.9941 |
|
4.250 |
0.9789 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0231 |
1.0254 |
| PP |
1.0226 |
1.0242 |
| S1 |
1.0222 |
1.0230 |
|